Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 4.50% | 0.22 CHF | 0.23 CHF | 300,000 | 50,000 | 300,000 | 93,296 | 65,406 CHF | 21,189 CHF | 99.17% | 99.17% |
19/11/2024 | 3.95% | 0.26 CHF | 0.27 CHF | 300,000 | 100,000 | 256,504 | 85,501 | 63,646 CHF | 22,070 CHF | 99.17% | 99.17% |
18/11/2024 | 6.14% | 0.17 CHF | 0.18 CHF | 300,000 | 100,000 | 351,933 | 117,311 | 55,332 CHF | 19,617 CHF | 99.23% | 99.23% |
15/11/2024 | 9.52% | 0.11 CHF | 0.12 CHF | 450,000 | 150,000 | 525,001 | 175,000 | 52,367 CHF | 19,206 CHF | 99.17% | 99.17% |
14/11/2024 | 11.76% | 0.08 CHF | 0.09 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 48,005 CHF | 18,002 CHF | 99.16% | 99.16% |
13/11/2024 | 11.81% | 0.08 CHF | 0.09 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 47,808 CHF | 17,936 CHF | 99.16% | 99.16% |
12/11/2024 | 11.93% | 0.08 CHF | 0.09 CHF | 600,000 | 200,000 | 613,064 | 204,355 | 48,292 CHF | 18,141 CHF | 99.17% | 99.17% |
11/11/2024 | 11.94% | 0.08 CHF | 0.09 CHF | 600,000 | 200,000 | 612,681 | 204,227 | 48,226 CHF | 18,118 CHF | 99.17% | 99.17% |
08/11/2024 | 13.28% | 0.08 CHF | 0.09 CHF | 600,000 | 200,000 | 746,373 | 248,791 | 52,485 CHF | 19,983 CHF | 99.17% | 99.17% |
07/11/2024 | 14.79% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 47,187 CHF | 18,229 CHF | 98.25% | 98.25% |